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~isPartOf:"The journal of fixed income"
~subject:"Credit rating"
~subject:"Kreditderivat"
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Credit rating
Kreditderivat
Credit insurance
4
Kreditversicherung
4
Credit derivative
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Risikoprämie
3
Risk premium
3
Anleihe
1
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Dor, Arik Ben
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Gendron, Michel
1
Lai, Van Son
1
Polbennikov, Simon
1
Rosten, Jeremy
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Shynkevich, Andrei
1
Soumaré, Issouf
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The journal of fixed income
Journal of banking & finance
9
International journal of theoretical and applied finance
7
Time for a visible hand : lessons from the 2008 world financial crisis
7
ECB Working Paper
6
Journal of international financial markets, institutions & money
6
Finance research letters
4
Financial stability review : FSR
4
IMF working paper
4
Ifo-Schnelldienst
4
Journal of financial economics
4
Municipal finance journal : the state and local financing and municipal securities advisor
4
The definitive guide to CDOs : market, application, valuation and hedging
4
The journal of structured finance
4
Working papers in economics
4
BIZ-Quartalsbericht
3
Discussion paper / Deutsche Bundesbank
3
Discussion papers / CEPR
3
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
3
Risiko-Manager
3
The handbook of credit portfolio management
3
The journal of credit risk : published quarterly by Incisive Media
3
The journal of futures markets
3
Working paper
3
Working paper series / European Central Bank
3
Working paper series / Frankfurt School of Finance & Management
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Discussion paper
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Discussion papers in economics
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Documentos de trabajo / Banco de España, Servicio de Estudios
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FEDS Working Paper
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Finance and economics discussion series
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Göttinger Wirtschaftsinformatik
2
IMF Working Papers
2
IWH-Diskussionspapiere
2
Innovations in securitisation : yearbook
2
Journal of financial stability
2
Journal of international money and finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
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NBB Working Paper
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NBER Working Paper
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Extraction of implied default probabilites and expected recovery values from a combination of bond prices and CDS spreads
Shynkevich, Andrei
- In:
The journal of fixed income
23
(
2014
)
3
,
pp. 91-102
Persistent link: https://www.econbiz.de/10010388886
Saved in:
2
The pricing of correlated default risk : evidence from the credit derivatives market
Tarashev, Nikola A.
;
Zhu, Haibin
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 5-24
Persistent link: https://www.econbiz.de/10003757568
Saved in:
3
DTS (Duration Times Spread) for CDS : a new measure of spread sensitivity
Dor, Arik Ben
;
Polbennikov, Simon
;
Rosten, Jeremy
- In:
The journal of fixed income
16
(
2007
)
4
,
pp. 32-44
Persistent link: https://www.econbiz.de/10003457017
Saved in:
4
An analysis of portfolios of insured debts
Gendron, Michel
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10003376587
Saved in:
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